Max-linear models in random environment

DOI10.1016/j.jmva.2022.104999OpenAlexW4220691250MaRDI QIDQ2140875

Ercan Sönmez, Claudia Klüppelberg

Publication date: 23 May 2022

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1804.06102

zbMATH Keywords

percolationinfinite graphextreme value theorygraphical modelBernoulli bond percolationrecursive max-linear model

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Multivariate analysis (62Hxx)

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